The impact of high-order risk attitudes on bank's loan policy
It is well known that prudence plays an important role in the process of decision making under uncertainties. However, how prudence affects a bank's decision on extending fixed rate or variable rate loan has not yet been fully examined. In this dissertation, I use definition of second-order exp...
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| Format: | Others |
| Language: | en |
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Digital Commons @ Lingnan University
2015
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| Online Access: | https://commons.ln.edu.hk/fin_etd/12 https://commons.ln.edu.hk/cgi/viewcontent.cgi?article=1010&context=fin_etd |